Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.603602 0.679024 0.764218 0.868413 0.993562 1.140535 1.328449
2024-11-17 00:00:00+00:00 0.509864 0.601465 0.712297 0.858687 1.050750 1.299838 1.657369
2024-11-24 00:00:00+00:00 0.450025 0.550294 0.678214 0.857914 1.111741 1.470912 2.045223
2024-12-01 00:00:00+00:00 0.391168 0.490811 0.622928 0.817296 1.108020 1.549426 2.323298
2024-12-08 00:00:00+00:00 0.346652 0.444183 0.577674 0.781860 1.102805 1.621898 2.614317
2024-12-15 00:00:00+00:00 0.325282 0.426218 0.569171 0.797392 1.176806 1.837599 3.243147
2024-12-22 00:00:00+00:00 0.311763 0.417414 0.572120 0.829897 1.283892 2.139720 4.194513
2024-12-29 00:00:00+00:00 0.295663 0.402952 0.564478 0.843578 1.360521 2.407610 5.233475
2025-01-05 00:00:00+00:00 0.280532 0.388337 0.554676 0.851662 1.427943 2.678384 6.479683
2025-01-12 00:00:00+00:00 0.264381 0.370648 0.537947 0.844903 1.464596 2.893105 7.745874
2025-01-19 00:00:00+00:00 0.244459 0.345504 0.506650 0.807604 1.431292 2.929226 8.436655
2025-01-26 00:00:00+00:00 0.234878 0.336034 0.500547 0.816250 1.497756 3.245712 10.592314
2025-02-02 00:00:00+00:00 0.226746 0.328697 0.498067 0.832978 1.589994 3.686634 14.121042
2025-02-09 00:00:00+00:00 0.215578 0.315528 0.484197 0.825260 1.623685 3.973083 17.481482
2025-02-16 00:00:00+00:00 0.206621 0.305410 0.474827 0.825473 1.677416 4.356166 22.636331
2025-02-23 00:00:00+00:00 0.193174 0.286856 0.448742 0.787535 1.625579 4.348531 24.693196
2025-03-02 00:00:00+00:00 0.181458 0.270645 0.425880 0.754220 1.580600 4.353567 27.096396
2025-03-09 00:00:00+00:00 0.176991 0.266643 0.425299 0.769219 1.670776 4.940813 39.210811
2025-03-16 00:00:00+00:00 0.174779 0.266370 0.431605 0.800277 1.815193 5.874492 66.729006
2025-03-23 00:00:00+00:00 0.170564 0.262263 0.430172 0.813384 1.910514 6.673481 108.849121
2025-03-30 00:00:00+00:00 0.166031 0.257307 0.426667 0.821134 1.991823 7.487674 185.553956
2025-04-06 00:00:00+00:00 0.160334 0.249921 0.417784 0.814754 2.025464 8.069836 298.198519
2025-04-13 00:00:00+00:00 0.152082 0.237479 0.397974 0.779310 1.952282 7.924082 338.329288